+2,481.8%
AVGO vs EL
+65.3%
+2,416.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.8% |
| 7D | 0.0% | +7.6% | -7.7% | -2.4% |
| 30D | -8.2% | +15.7% | -23.9% | -12.7% |
| 3M | -21.3% | +30.5% | -51.8% | -28.8% |
| 6M | -22.5% | +32.5% | -55.1% | -31.1% |
| YTD | -3.6% | +9.4% | -13.0% | -10.6% |
| 1Y | -6.7% | +28.4% | -35.0% | -18.8% |
| 3Y | +258.1% | +4.4% | +253.7% | +207.9% |
| 5Y | +560.9% | -64.5% | +625.4% | +839.2% |
| All | +2,481.8% | +65.3% | +2,416.5% | +1,800.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling